I'm not quite sure what you mean by "be ok". If you're asking if he wants us to be happy in serving him then sure, but if you're asking does he want us to feel good about ourself when we're messing up then no. What's the saying; sometimes bad self esteem is just good common sense. If your asking why he lets bad things happen to good people, then again I think that I can't judge what I can't understand. I can be angry that the traffic light at which I've been sitting for five minutes, seems to have skipped my turn and say "God, why would you do this to me when I'm already late for work" but never understand that the malfunction prevented me from being involved in a fatal wreck. There's just too many variables for me to take in in order to understand the mind of God.
As far as wanting us all to choose to be saved, I believe (and there are Christians who would disagree with me) that He does:
But again it's the "choose to" which complicates things. To him it means nothing if we don't freely choose to love him. Remember I believe that God is not bound to space and time linearly as we are, so to Him the moment I accepted him into my heart occurs simultaneously with each moment I deny or fail him. He understands my entire life; every thought and every action as a single instant. So it was not exactly a surprise to him when I was saved. It was not a surprise to him when you chose not to believe. It will not be a surprise to him if you or I ever decide to change our positions on the matter. Neither of us think we ever could or would but can any of us ever tell with one hundred percent certainty what the future will bring?
Any of us,of course, except God. He already knows. All the decisions we've made, all the decisions we've yet to make, in a single instance; he understands. So we can fuss about what we think is fair or not fair about some being saved and some not, and whether or not that means he's failed to achieve his purpose, but without truly understanding that purpose, how could we ever say?
It boils down to faith. Faith that the horseman will get me safely back to the stable. Faiththat my tom-tom will get me safely to my destination. Faith that God has a plan to safely bring me home. Or faith that he doesn't - either way, will have faith in something.